Fix mosek issues hidden by conditional build flags.
Fix mosek issues hidden by conditional build flags.

billhoffman/drake,sheim/drake,sheim/drake,billhoffman/drake,billhoffman/drake,billhoffman/drake,sheim/drake,sheim/drake,billhoffman/drake,billhoffman/drake,sheim/drake,sheim/drake,billhoffman/drake,sheim/drake,sheim/drake,billhoffman/drake